Likelihood ratio tests for goodness-of-fit of a nonlinear regression model
β Scribed by Ciprian M Crainiceanu; David Ruppert
- Book ID
- 108185422
- Publisher
- Elsevier Science
- Year
- 2004
- Tongue
- English
- Weight
- 317 KB
- Volume
- 91
- Category
- Article
- ISSN
- 0047-259X
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π SIMILAR VOLUMES
This paper is devoted to goodness-of-ΓΏt tests for parametric possibly nonlinear heteroscedastic regression models. The test statistic is constructed using a marked empirical process based on residuals. We investigate the consistency of this test statistic and of the estimators needed to compute it.
Recent work has shown that there may be disadvantages in the use of the chi-square-like goodness-of-fit tests for the logistic regression model proposed by Hosmer and Lemeshow that use fixed groups of the estimated probabilities. A particular concern with these grouping strategies based on estimated